//+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #property copyright "www.forex-station.com" #property link "www.forex-station.com" #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 clrBlue #property indicator_width1 2 #property indicator_color2 clrRed #property indicator_width2 2 #property indicator_color3 clrLightBlue #property indicator_width3 2 #property indicator_color4 clrOrange #property indicator_width4 2 #property indicator_color5 clrYellow #property indicator_width5 2 #property indicator_color6 clrWhite #property indicator_width6 2 #property indicator_maximum 2 #property indicator_minimum 0 #property strict // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2 // Heiken ashi trend biased (extreme) price }; enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma, // Linear weighted MA ma_tema // Triple exponential moving average - TEMA }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern bool UseRSI = true; // Use rsi = true or stochastic = false extern double Length = 10; // Length extern double Signal = 5; // Signal period extern double Smooth = 5; // Smooth period extern enMaTypes MaMethod = ma_sma; // Moving average type extern enPrices Price = pr_close; // Price extern double IndValue = 1; // Arrow location // // // // // double SmthBulls[]; double SmthBears[]; double SigBulls[]; double SigBears[]; double Up[]; double Dn[]; double cBulls[]; double cBears[]; double Choppy[]; double NoTrade[]; double trend[]; double count[]; string indicatorFileName; #define _mtfCall(_buff,_y) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,UseRSI,Length,Signal,Smooth,MaMethod,Price,IndValue,_buff,_y) //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int init() { IndicatorBuffers(12); SetIndexBuffer(0,Up); SetIndexStyle(0,DRAW_ARROW); SetIndexArrow(0,167); SetIndexBuffer(1,Dn); SetIndexStyle(1,DRAW_ARROW); SetIndexArrow(1,167); SetIndexBuffer(2,cBulls); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,167); SetIndexBuffer(3,cBears); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,167); SetIndexBuffer(4,Choppy); SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,167); SetIndexBuffer(5,NoTrade); SetIndexStyle(5,DRAW_ARROW); SetIndexArrow(5,167); SetIndexBuffer(6,SmthBulls); SetIndexBuffer(7,SmthBears); SetIndexBuffer(8,SigBulls); SetIndexBuffer(9,SigBears); SetIndexBuffer(10,trend); SetIndexBuffer(11,count); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" AbsoluteStrength Market"); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int start() { int i,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(Bars-counted_bars,Bars-1); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(11,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); Up[i] = _mtfCall(0,y); Dn[i] = _mtfCall(1,y); cBulls[i] = _mtfCall(2,y); cBears[i] = _mtfCall(3,y); Choppy[i] = _mtfCall(4,y); NoTrade[i] = _mtfCall(5,y); } return(0); } // // // // // for (i=limit; i>=0; i--) { if (i=Bars; k++) smax = fmax(smax,High[i+k]); double smin = Low[i]; for(int k=1; k=Bars; k++) smin = fmin(smin, Low[i+k]); Bulls = Price1 - smin; Bears = smax - Price1; } double AvgBulls = iCustomMa(MaMethod,Bulls, Length,i,0); double AvgBears = iCustomMa(MaMethod,Bears, Length,i,1); SmthBulls[i] = iCustomMa(MaMethod,AvgBulls, Smooth,i,2); SmthBears[i] = iCustomMa(MaMethod,AvgBears, Smooth,i,3); SigBulls[i] = iCustomMa(MaMethod,SmthBulls[i],Signal,i,4); SigBears[i] = iCustomMa(MaMethod,SmthBears[i],Signal,i,5); trend[i] = 0; if (SmthBulls[i] > SigBulls[i] && SmthBulls[i] > SigBears[i] && SmthBears[i] < SigBears[i]) trend[i] = 1; if (SmthBulls[i] > SigBulls[i] && SmthBulls[i] < SigBears[i] && SmthBears[i] < SigBears[i]) trend[i] = 2; if (SmthBears[i] > SigBears[i] && SmthBears[i] > SigBulls[i] && SmthBulls[i] < SigBulls[i]) trend[i] =-1; if (SmthBears[i] > SigBears[i] && SmthBears[i] < SigBulls[i] && SmthBulls[i] < SigBulls[i]) trend[i] =-2; if (SmthBears[i] > SigBears[i] && SmthBulls[i] > SigBulls[i]) trend[i] = 3; if (SmthBears[i] < SigBears[i] && SmthBulls[i] < SigBulls[i]) trend[i] = 4; Up[i] = EMPTY_VALUE; Dn[i] = EMPTY_VALUE; cBulls[i] = EMPTY_VALUE; cBears[i] = EMPTY_VALUE; Choppy[i] = EMPTY_VALUE; NoTrade[i] = EMPTY_VALUE; if(trend[i] == 1) Up[i] = IndValue; else if(trend[i] == -1) Dn[i] = IndValue; else if(trend[i] == 2) cBulls[i] = IndValue; else if(trend[i] == -2) cBears[i] = IndValue; else if(trend[i] == 3) Choppy[i] = IndValue; else if(trend[i] == 4) NoTrade[i] = IndValue; } } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 6 #define _maWorkBufferx1 1*_maInstances #define _maWorkBufferx3 3*_maInstances double iCustomMa(int mode, double price, double length, int r, int instanceNo=0) { int bars = Bars; r = bars-r-1; switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); case ma_tema : return(iTema(price,(int)length,r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); workSma[r][instanceNo] = price; double avg = price; int k=1; for(; k=0; k++) avg += workSma[r-k][instanceNo]; return(avg/k); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r>1 && period>1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period<=1) return(price); double sumw = period; double sum = period*price; for(int k=1; k=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } // // // // // double workTema[][_maWorkBufferx3]; #define _tema1 0 #define _tema2 1 #define _tema3 2 double iTema(double price, double period, int r, int bars, int instanceNo=0) { if (ArrayRange(workTema,0)!= bars) ArrayResize(workTema,bars); instanceNo*=3; // // // // // workTema[r][_tema1+instanceNo] = price; workTema[r][_tema2+instanceNo] = price; workTema[r][_tema3+instanceNo] = price; if (r>0 && period>1) { double alpha = 2.0 / (1.0+period); workTema[r][_tema1+instanceNo] = workTema[r-1][_tema1+instanceNo]+alpha*(price -workTema[r-1][_tema1+instanceNo]); workTema[r][_tema2+instanceNo] = workTema[r-1][_tema2+instanceNo]+alpha*(workTema[r][_tema1+instanceNo]-workTema[r-1][_tema2+instanceNo]); workTema[r][_tema3+instanceNo] = workTema[r-1][_tema3+instanceNo]+alpha*(workTema[r][_tema2+instanceNo]-workTema[r-1][_tema3+instanceNo]); } return(workTema[r][_tema3+instanceNo]+3.0*(workTema[r][_tema1+instanceNo]-workTema[r][_tema2+instanceNo])); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define priceInstances 1 double workHa[][priceInstances*4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); instanceNo*=4; int r = Bars-i-1; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }